JP Morgan Put 300 WAT 16.05.2025
/ DE000JV1XPG8
JP Morgan Put 300 WAT 16.05.2025/ DE000JV1XPG8 /
| 2024-10-14 9:07:43 AM |
Chg.-0.15 |
Bid4:03:03 PM |
Ask4:03:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-6.67% |
2.12
Bid Size: 5,000 |
4.12
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
2025-05-16 |
Put |
Master data
| WKN: |
JV1XPG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-09-24 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.27 |
| Parity: |
-5.31 |
| Time value: |
3.75 |
| Break-even: |
237.11 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
1.83 |
| Spread %: |
95.24% |
| Delta: |
-0.26 |
| Theta: |
-0.12 |
| Omega: |
-2.30 |
| Rho: |
-0.73 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
2.12 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
